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Re: st: xtreg, fe and cluster-robust standard errors

From   "Clive Nicholas" <>
Subject   Re: st: xtreg, fe and cluster-robust standard errors
Date   Wed, 14 May 2008 03:12:11 +0100

Hanley Chiang wrote:

>  Does anyone know the exact degrees of freedom adjustment for obtaining the
> clustered standard errors in the command
>  xtreg y x, i(id) fe cluster(id)?
>  This issue has been discussed previously (see
>, but I don't
> think the exact adjustment was ever specified.

Kit Baum's answer to Garrett Glasgow's poser in July 2004 might be of help here:

Also, have a look at Mark Schaffer's contribution to the thread, as well.

If none of this helps, I can't assist any further.

Clive Nicholas

[Please DO NOT mail me personally here, but at
<>. Thanks!]

"Courage is going from failure to failure without losing enthusiasm."
-- Winston Churchill
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